+190.6%
CFG vs CDW
-18.4%
+208.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.8% | -1.9% | +1.7% |
| 7D | +0.3% | +9.3% | -9.0% | -2.2% |
| 30D | +3.2% | +15.8% | -12.6% | -0.9% |
| 3M | -9.7% | +21.8% | -31.5% | -15.0% |
| 6M | +3.6% | +58.8% | -55.1% | -12.3% |
| YTD | +14.7% | +22.8% | -8.1% | +4.5% |
| 1Y | +29.6% | +17.9% | +11.7% | +20.3% |
| 3Y | +190.6% | -17.4% | +208.0% | +176.3% |
| All | +190.6% | -18.4% | +208.9% | +176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling